-97.4%
FCEL vs AFRM
-20.4%
-77.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.9% |
| 7D | -15.8% | -7.0% | -8.9% | -14.0% |
| 30D | -29.3% | -7.8% | -21.5% | -28.0% |
| 3M | -30.1% | +5.3% | -35.5% | -31.4% |
| 6M | +74.4% | +42.6% | +31.8% | +52.2% |
| YTD | +104.5% | -2.8% | +107.3% | +104.1% |
| 1Y | +281.4% | -19.3% | +300.7% | +303.7% |
| 3Y | -66.1% | +231.0% | -297.1% | -83.0% |
| 5Y | -91.9% | -22.2% | -69.6% | -94.9% |
| All | -97.4% | -20.4% | -77.0% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling